On the inverse of the covariance matrix in portfolio analysis
Year of publication: |
1998
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Authors: | Stevens, Guy V. G. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 53.1998, 5, p. 1821-1827
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Subject: | Finanzanalyse | Financial analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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